first thing u need to do is get ur hand on a kickstart rom-file.
It works as the amigas "bios" and is needed for the emulator to work at all...
You can get it here: http://amiga.ursak.se
Second. Download the newest version of WinUAE (think it's v1.4, 0-8-8 is old anyway)
After this is done, read this guide here "http://www.abware.net/guide_winuae.php
" or just google on "Winuae+guide" and pick one that sounds easy enough.
Amiga emulation is alot harder to master than nes, snes emu and alike, cause there is so much more to the amiga.
U can also search for "interceptor+winuae+config" or something like and maybe u'll find a config for ur game thats only to load in winuae so u dont have to mind the configuration so much :P
Oh well... Some good sites with more info:'
<-- Some guides on setting up WinUAE
<-- Wikipedia on the amiga and emu
<-- Well, here is the official site for WinUAE, get the newest version
//Cheers and good luck.
(A good way to find out how to make the game work is searching thrue this forum, I think your question has been answered alot of times here, :P)